-17.2%
TTWO vs PENG
+120.5%
-137.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -9.1% | +16.2% | +7.1% |
| 7D | +7.0% | -20.5% | +27.4% | +7.0% |
| 30D | +2.7% | -20.4% | +23.0% | +2.6% |
| 3M | -13.0% | -16.4% | +3.4% | -13.1% |
| 6M | -7.2% | +49.2% | -56.5% | -12.6% |
| YTD | -18.4% | +147.2% | -165.6% | -28.0% |
| 1Y | -17.2% | +124.7% | -141.9% | -26.9% |
| All | -17.2% | +120.5% | -137.7% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling